We consider a finite difference scheme for a nonlinear wave equation, whose solutions may lose their smoothness in finite time, i.e., blow up in finite time. In order to numerically reproduce blow-up solutions, we propose a rule for a time-stepping, which is a variant of what was successfully used in the case of nonlinear parabolic equations. A numerical blow-up time is defined and is proved to converge, under a certain hypothesis, to the real blow-up time as the grid size tends to zero.